+1,098.3%
MPC vs GAP
+12.0%
+1,086.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.2% |
| 7D | -8.8% | -0.1% | -8.8% | -9.1% |
| 30D | -14.4% | -5.4% | -9.0% | -13.5% |
| 3M | +21.9% | +2.9% | +19.1% | +19.8% |
| 6M | +60.1% | -4.4% | +64.5% | +58.6% |
| YTD | +142.3% | -11.6% | +153.9% | +141.6% |
| 1Y | +101.7% | -6.0% | +107.7% | +97.2% |
| 3Y | +184.8% | +78.0% | +106.8% | +112.6% |
| 5Y | +564.6% | +8.5% | +556.1% | +433.1% |
| 10Y | +1,098.3% | +8.6% | +1,089.7% | +631.5% |
| All | +1,098.3% | +12.0% | +1,086.4% | +631.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling